public void OnReply_UnlockTrade(FTAPI_Conn client, int nSerialNo, TrdUnlockTrade.Response rsp)
{
SafeRaiseEvent(string.Format("Recv UnlockTrade: {0} {1}", nSerialNo, rsp));
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
SafeRaiseEvent(string.Format("error code is {0}", rsp.RetMsg));
}
else
{
SafeRaiseEvent(string.Format("OnReply_UnlockTrade is Succeed{0}", rsp.RetMsg));
//FTAPI_Trd trd = client as FTAPI_Trd;
//TrdPlaceOrder.Request.Builder req = TrdPlaceOrder.Request.CreateBuilder();
//TrdPlaceOrder.C2S.Builder cs = TrdPlaceOrder.C2S.CreateBuilder();
//Common.PacketID.Builder packetID = Common.PacketID.CreateBuilder().SetConnID(trd.GetConnectID()).SetSerialNo(0);
//TrdCommon.TrdHeader.Builder trdHeader = TrdCommon.TrdHeader.CreateBuilder().SetAccID(this.accID).SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real).SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_US);
//cs.SetPacketID(packetID).SetHeader(trdHeader).SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell).SetOrderType((int)TrdCommon.OrderType.OrderType_Market).SetCode("AAPL").SetQty(100.00).SetPrice(10.2).SetAdjustPrice(true);
//req.SetC2S(cs);
//uint serialNo = trd.PlaceOrder(req.Build());
//SafeRaiseEvent(string.Format("Send PlaceOrder: {0}, {1}", serialNo, req));
}
}
public void OnReply_UnlockTrade(FTAPI_Conn client, uint nSerialNo, TrdUnlockTrade.Response rsp)
{
Console.WriteLine("Recv UnlockTrade: {0} {1}", nSerialNo, rsp);
if (rsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.WriteLine("error code is {0}", rsp.RetMsg);
}
else
{
FTAPI_Trd trd = client as FTAPI_Trd;
TrdPlaceOrder.Request.Builder req = TrdPlaceOrder.Request.CreateBuilder();
TrdPlaceOrder.C2S.Builder cs = TrdPlaceOrder.C2S.CreateBuilder();
Common.PacketID.Builder packetID = Common.PacketID.CreateBuilder().SetConnID(trd.GetConnectID()).SetSerialNo(0);
TrdCommon.TrdHeader.Builder trdHeader = TrdCommon.TrdHeader.CreateBuilder().SetAccID(this.accID).SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real).SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK);
cs.SetPacketID(packetID).SetHeader(trdHeader).SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell).SetOrderType((int)TrdCommon.OrderType.OrderType_AbsoluteLimit).SetCode("01810").SetQty(100.00).SetPrice(10.2).SetAdjustPrice(true);
req.SetC2S(cs);
uint serialNo = trd.PlaceOrder(req.Build());
Console.WriteLine("Send PlaceOrder: {0}, {1}", serialNo, req);
}
}
void Run(ulong trdAcc, String unlockTrdPwdMD5, TrdCommon.TrdMarket trdMarket,
TrdCommon.TrdEnv trdEnv,
QotCommon.Security sec)
{
if (sec.Market != (int)QotCommon.QotMarket.QotMarket_HK_Security &&
sec.Market != (int)QotCommon.QotMarket.QotMarket_US_Security)
{
Console.Error.WriteLine("unsupported stock market");
return;
}
bool ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("fail to connect trd");
return;
}
ret = InitConnectQotSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("fail to connect qot");
return;
}
TrdUnlockTrade.Response unlockTrdRsp = UnlockTradeSync(unlockTrdPwdMD5, true);
if (unlockTrdRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("fail to unlock trade; retType={0} msg={1}\n", unlockTrdRsp.RetType, unlockTrdRsp.RetMsg);
return;
}
DateTime now = DateTime.Now;
DateTime startDate = now.Subtract(new TimeSpan(100, 0, 0, 0));
QotRequestHistoryKL.Response historyKLRsp = RequestHistoryKLSync(sec, QotCommon.KLType.KLType_Day,
QotCommon.RehabType.RehabType_Forward,
startDate.ToString("yyyy-MM-dd"),
now.ToString("yyyy-MM-dd"),
1000,
null,
new byte[] {},
false);
List <double> klCloseList = new List <double>();
List <double> difList = new List <double>();
List <double> deaList = new List <double>();
List <double> macdList = new List <double>();
foreach (QotCommon.KLine kl in historyKLRsp.S2C.KlListList)
{
klCloseList.Add(kl.ClosePrice);
}
MACDUtil.CalcMACD(klCloseList, 12, 26, 9, difList, deaList, macdList);
int difCount = difList.Count;
int deaCount = deaList.Count;
if (difCount > 0 && deaCount > 0)
{
if (difList[difCount - 1] < deaList[deaCount - 1] &&
difList[difCount - 2] > deaList[deaCount - 2])
{
TrdCommon.TrdFilterConditions filterConditions = TrdCommon.TrdFilterConditions.CreateBuilder()
.AddCodeList(sec.Code)
.Build();
TrdGetPositionList.Response getPositionListRsp = GetPositionListSync(trdAcc, trdMarket,
trdEnv, filterConditions, null, null, false);
if (getPositionListRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("getPositionListSync err; retType={0} msg={1}\n", getPositionListRsp.RetType,
getPositionListRsp.RetMsg);
return;
}
foreach (TrdCommon.Position pstn in getPositionListRsp.S2C.PositionListList)
{
if (pstn.CanSellQty > 0)
{
Sell(sec, pstn, trdAcc, trdMarket, trdEnv);
}
}
}
else if (difList[difCount - 1] > deaList[deaCount - 1] &&
difList[difCount - 2] < deaList[deaCount - 2])
{
Buy(sec, trdAcc, trdMarket, trdEnv);
}
}
}
public void OnReply_UnlockTrade(FTAPI_Conn client, uint nSerialNo, TrdUnlockTrade.Response rsp)
{
handleTrdOnReply(nSerialNo, ProtoID.TrdUnlockTrade, rsp);
}
public void TradeHkTest()
{
bool ret = InitConnectTrdSync(Config.OpendIP, Config.OpendPort);
if (!ret)
{
Console.Error.WriteLine("Fail to connect opend");
return;
}
else
{
Console.WriteLine("trd connected");
}
TrdUnlockTrade.Response unlockTradeRsp = UnlockTradeSync(Config.UnlockTradePwdMd5, true);
if (unlockTradeRsp.RetType != (int)Common.RetType.RetType_Succeed)
{
Console.Error.Write("unlockTradeSync err; retType={0} msg={1}\n", unlockTradeRsp.RetType, unlockTradeRsp.RetMsg);
}
else
{
Console.WriteLine("unlock succeed");
}
TrdGetFunds.Response getFundsRsp = GetFundsSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK, TrdCommon.TrdEnv.TrdEnv_Real,
false, TrdCommon.Currency.Currency_Unknown);
Console.Write("getFundsSync: {0}\n", getFundsRsp);
TrdGetAccList.Response getAccListRsp = GetAccListSync(Config.UserID);
Console.Write("getAccList: {0}\n", getAccListRsp);
{
TrdGetPositionList.Response getPositionListRsp = GetPositionListSync(Config.TrdAcc,
TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, null,
-50.0, 50.0, false);
Console.Write("getPositionList: {0}\n", getPositionListRsp);
}
{
TrdGetOrderList.Response getOrderListRsp = GetOrderListSync(Config.TrdAcc, TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, false, null,
new List <TrdCommon.OrderStatus> {
TrdCommon.OrderStatus.OrderStatus_Submitted
});
Console.Write("getOrderList: {0}\n", getOrderListRsp);
}
{
TrdCommon.TrdHeader header = TrdCommon.TrdHeader.CreateBuilder()
.SetTrdEnv((int)TrdCommon.TrdEnv.TrdEnv_Real)
.SetAccID(Config.TrdAcc)
.SetTrdMarket((int)TrdCommon.TrdMarket.TrdMarket_HK)
.Build();
TrdPlaceOrder.C2S c2s = TrdPlaceOrder.C2S.CreateBuilder()
.SetPacketID(trd.NextPacketID())
.SetHeader(header)
.SetTrdSide((int)TrdCommon.TrdSide.TrdSide_Sell)
.SetOrderType((int)TrdCommon.OrderType.OrderType_Normal)
.SetCode("00700")
.SetQty(100)
.SetPrice(700)
.SetAdjustPrice(true)
.SetSecMarket((int)TrdCommon.TrdSecMarket.TrdSecMarket_HK)
.Build();
TrdPlaceOrder.Response placeOrderRsp = PlaceOrderSync(c2s);
Console.Write("placeOrder: {0}\n", placeOrderRsp);
}
{
TrdCommon.TrdFilterConditions filterConditions = TrdCommon.TrdFilterConditions.CreateBuilder()
.AddCodeList("00700")
.Build();
TrdGetOrderFillList.Response getOrderFillListRsp = GetOrderFillListSync(Config.TrdAcc,
TrdCommon.TrdMarket.TrdMarket_HK,
TrdCommon.TrdEnv.TrdEnv_Real, false, filterConditions);
Console.Write("getOrderFillList: {0}\n", getOrderFillListRsp);
}
}
public UnlockTradeEventArgs(FTAPI_Conn client, int nSerialNo, TrdUnlockTrade.Response result)
{
Client = client;
SerialNo = nSerialNo;
Result = result;
}
